scientific article; zbMATH DE number 140558

MaRDI QIDQ4028985zbMATH OpenFDO

Authors Pierre Vallois

Publication date 28 March 1993

Full work available at URL http://www.numdam.org/item?id=SPS_1992__26__361_0, https://eudml.org/doc/113806

zbMATH Keywords

local timeLaplace transformsamplitude processBrownian path propertiesBrownian stopping times

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Recommendations

• On independent times and positions for Brownian motions.
• On first range times of linear diffusions
• scientific article; zbMATH DE number 19586
• scientific article; zbMATH DE number 4088659
• On distribution of functionals of a Brownian motion stopped at the inverse range time

Cited in

(8)

• A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• On stopping times connected with drawdowns and rallies of a Brownian motion with drift
• scientific article; zbMATH DE number 4088659 (Why is no real title available?)
• On independent times and positions for Brownian motions.
• On stopping times \(T\) independent of the position \(B_T\) of a Brownian motion \((B_u, u\geqq 0)\)
• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• scientific article; zbMATH DE number 3896052 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4028985)